-46.6%
COIN vs EOSE
-75.3%
+28.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -5.1% | +1.8% | -6.9% | -5.7% |
| 30D | +17.6% | -6.8% | +24.4% | +18.1% |
| 3M | +9.2% | -36.3% | +45.5% | +17.3% |
| 6M | -11.8% | -38.8% | +27.0% | -7.3% |
| YTD | -22.5% | -65.5% | +43.0% | -10.8% |
| 1Y | -45.9% | -45.3% | -0.6% | -45.1% |
| 3Y | +117.4% | +44.2% | +73.2% | +42.8% |
| 5Y | -29.4% | -69.5% | +40.1% | -58.8% |
| All | -46.6% | -75.3% | +28.7% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling